Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results (Q3959972): Difference between revisions
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Latest revision as of 09:05, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results |
scientific article |
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Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results (English)
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1982
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characteristic values
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triangular factorization of covariance matrix
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multivariate hypergeometric distributions
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multinomial distribution
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Dirichlet distribution
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lower bound
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relative efficiency of ordinary least squares
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linear models
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Moore-Penrose inverse
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